BV_BEST Class Reference

Public Member Functions
	BV_BEST ()
virtual	~BV_BEST ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual BV_BEST *	clone () const
virtual BV_BEST *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
BV_INSTRUMENT_INFO	instrument
UInt32	sectionId
BV_BEST_TRADING_INFO	bid
BV_BEST_TRADING_INFO	ask
Double	midPrice
Double	midYield
BV_VALUE	midYTC
BV_VALUE	midYTW
BV_VALUE	midYMWTh
Double	midMWCPriceTh
BV_VALUE	midYMWExrc
BV_VALUE	midYTR
BV_ANALYTICS	midAnalytics
TI_FLAG::Enum	midPriceValidityFg
UInt64	updateTime

Detailed Description

Definition at line 52 of file SMP.Classes.BV_BEST.h.

Constructor & Destructor Documentation

BV_BEST()

BV_BEST ( )

inline

Definition at line 55 of file SMP.Classes.BV_BEST.h.

~BV_BEST()

virtual ~BV_BEST ( )

inlinevirtual

Definition at line 59 of file SMP.Classes.BV_BEST.h.

Member Function Documentation

clone() [1/2]

virtual BV_BEST * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_BEST * clone ( void * ) const

virtual

Implements Class.

deserialize()

size_t deserialize	(	const void *	buf,
		size_t	inLen )

id()

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 62 of file SMP.Classes.BV_BEST.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 120 of file SMP.Classes.BV_BEST.h.

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

ask

BV_BEST_TRADING_INFO ask

Market BV Best on the Ask side.

Definition at line 77 of file SMP.Classes.BV_BEST.h.

bid

BV_BEST_TRADING_INFO bid

Market BV Best on the Bid side.

Definition at line 74 of file SMP.Classes.BV_BEST.h.

instrument

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 68 of file SMP.Classes.BV_BEST.h.

midAnalytics

BV_ANALYTICS midAnalytics

Mid Analytics.

Definition at line 104 of file SMP.Classes.BV_BEST.h.

midMWCPriceTh

Double midMWCPriceTh

Mid MWC Price Theoretical.

Definition at line 95 of file SMP.Classes.BV_BEST.h.

midPrice

Double midPrice

Mid price.

Definition at line 80 of file SMP.Classes.BV_BEST.h.

midPriceValidityFg

TI_FLAG::Enum midPriceValidityFg

Flag indicating whether the mid-price set in fields MidPrice/MidYield is valid or not.

Definition at line 107 of file SMP.Classes.BV_BEST.h.

midYield

Double midYield

Mid yield.

Definition at line 83 of file SMP.Classes.BV_BEST.h.

midYMWExrc

BV_VALUE midYMWExrc

Mid YMW Exercised.

Definition at line 98 of file SMP.Classes.BV_BEST.h.

midYMWTh

BV_VALUE midYMWTh

Mid YMW Theoretical.

Definition at line 92 of file SMP.Classes.BV_BEST.h.

midYTC

BV_VALUE midYTC

Mid Yield To Call.

Definition at line 86 of file SMP.Classes.BV_BEST.h.

midYTR

BV_VALUE midYTR

Mid Yield to Reset.

Definition at line 101 of file SMP.Classes.BV_BEST.h.

midYTW

BV_VALUE midYTW

Mid Yield To Worst.

Definition at line 89 of file SMP.Classes.BV_BEST.h.

sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 71 of file SMP.Classes.BV_BEST.h.

updateTime

UInt64 updateTime

Time at which the data was last updated.

Definition at line 110 of file SMP.Classes.BV_BEST.h.